+233.4%
AU vs EXR
+3,081.1%
-2,847.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.2% | -0.4% | -6.8% | -7.1% |
| 30D | -2.9% | +18.2% | -21.1% | -7.1% |
| 3M | -8.7% | +7.3% | -16.0% | -10.4% |
| 6M | -14.1% | +13.8% | -28.0% | -17.1% |
| YTD | +4.8% | +25.9% | -21.1% | -1.3% |
| 1Y | +11.9% | +25.8% | -13.9% | +5.4% |
| 3Y | +513.8% | +53.7% | +460.1% | +445.1% |
| 5Y | +379.3% | -1.8% | +381.0% | +367.4% |
| 10Y | +837.1% | +214.5% | +622.5% | +548.0% |
| All | +233.4% | +3,081.1% | -2,847.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling